+17.8%
YUM vs FLR
+54.2%
-36.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | -6.1% | -3.5% | -2.6% | -6.0% |
| 30D | -5.8% | +4.2% | -10.0% | -6.0% |
| 3M | -7.6% | +8.1% | -15.7% | -8.0% |
| 6M | -9.1% | +21.5% | -30.7% | -10.1% |
| YTD | -5.5% | +36.8% | -42.3% | -7.1% |
| 1Y | -3.7% | +31.2% | -34.9% | -5.4% |
| 3Y | +17.8% | +53.9% | -36.1% | +8.6% |
| All | +17.8% | +54.2% | -36.4% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling